Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Change of date problem in Strategy

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Change of date problem in Strategy

    Hi:
    I'm implementing a Multi Time Frame Strategy (to be able to backtest tick by tick and aviod intrabar OHLC problems).

    The problem I'm facing is I live in GMT+8, so ES trading hours go from 22:30 to 06:15 next day.

    Backtesting the strategy, everyday at 00:00 if there a live order, it closes it at price 0 (zero). I tried TimeInForce = Cbi.TimeInForce.Gtc but problem is still the same.

    What should I do?

    Thanks,
    pak

    #2
    pak, please run with TraceOrders = true and open the output window to see be able to better debug your order behavior.

    BertrandNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by helpwanted, Today, 03:06 AM
    1 response
    10 views
    0 likes
    Last Post sarafuenonly123  
    Started by Brevo, Today, 01:45 AM
    0 responses
    9 views
    0 likes
    Last Post Brevo
    by Brevo
     
    Started by aussugardefender, Today, 01:07 AM
    0 responses
    5 views
    0 likes
    Last Post aussugardefender  
    Started by pvincent, 06-23-2022, 12:53 PM
    14 responses
    242 views
    0 likes
    Last Post Nyman
    by Nyman
     
    Started by TraderG23, 12-08-2023, 07:56 AM
    9 responses
    387 views
    1 like
    Last Post Gavini
    by Gavini
     
    Working...
    X